+152.6%
WAT vs RCAT
-98.4%
+251.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -0.7% | +5.4% | -6.1% | -0.7% |
| 30D | -1.0% | -5.6% | +4.6% | -1.0% |
| 3M | +10.9% | -30.2% | +41.1% | +11.0% |
| 6M | +33.2% | -43.4% | +76.6% | +33.3% |
| YTD | +6.1% | +9.6% | -3.6% | +5.9% |
| 1Y | +30.2% | -2.0% | +32.2% | +30.0% |
| 3Y | +52.9% | +825.0% | -772.1% | +51.4% |
| 5Y | -5.1% | +199.8% | -205.0% | -6.0% |
| 10Y | +152.6% | -98.4% | +251.0% | +147.8% |
| All | +152.6% | -98.4% | +251.0% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling